期刊名称：Revista de Métodos Cuantitativos para la Economía y la Empresa
印刷版ISSN：1886-516X
电子版ISSN：1886-516X
出版年度：2007
卷号：4
页码：35-55
语种：Spanish
出版社：Universidad Pablo de Olavide
其他摘要：The aim of this paper is to present the MATLAB tools for the teaching and the applications in the Mathematical Finance. This paper has two parts; the first one is a statistical study of the movement of the prices for the securities in the Ibex 35 during the year 2006. The second one is about the different procedures: the Black-Scholes equation, Monte-Carlo method and Binomial method, to calculate the prices of financial options.
关键词：MATLAB; Ibex 35; options valuation; principal components; Black-Scholes equations; Monte Carlo method; binomial method
其他关键词：MATLAB; Ibex 35; options valuation; principal components; Black-Scholes equations; Monte Carlo method; binomial method
